+194.0%
AFRM vs SCCO
+182.5%
+11.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -1.6% |
| 7D | -8.4% | -1.8% | -6.6% | -7.6% |
| 30D | -18.3% | -17.8% | -0.5% | -11.0% |
| 3M | -12.7% | -12.5% | -0.2% | -8.2% |
| 6M | +3.0% | -4.1% | +7.1% | +2.8% |
| YTD | -11.4% | +25.5% | -36.9% | -29.0% |
| 1Y | -13.3% | +31.0% | -44.3% | -32.5% |
| 3Y | +194.0% | +178.7% | +15.3% | +23.9% |
| All | +194.0% | +182.5% | +11.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling